HEDGE FUND TRADING AND PERFORMANCE - 6 Angebote vergleichen
Bester Preis: Fr. 20.52 (€ 20.99)¹ (vom 30.11.2022)1
HEDGE FUND TRADING AND PERFORMANCE
~EN PB NWISBN: 9780105232025 bzw. 0105232025, vermutlich in Englisch, Park Yin, Taschenbuch, neu.
Lieferung aus: Deutschland, zzgl. Versandkosten.
In the rst essay, I create a hedge fund informed trading measure (ITM) that separates information related trades from liquidity driven trades. The results indicate that ITM predicts future stock returns at the trade level, thus is associated with information. By aggregating the most informed trades at the stock level, I nd that stocks heavily purchased by informed hedge funds earn a signicant alpha. The results indicate that the ITM performs better than some previously documented measures and is robust to two dierent versions of the measure. The second essay exploits the expiring nature of hedge fund lockups to create a new, within-fund proxy of funding liquidity risk. When funds have lower funding liquidity risk, risk-adjusted performance improves and exposure to tail risk increases. We use fund xed-eects, a placebo approach, and a regression discontinuity design to establish a link between funding liquidity risk and the ability of funds to capitalize on risky mispricing. The third essay explores hedge fund managers ability to identify and trade on stock mispricing opportunity.
In the rst essay, I create a hedge fund informed trading measure (ITM) that separates information related trades from liquidity driven trades. The results indicate that ITM predicts future stock returns at the trade level, thus is associated with information. By aggregating the most informed trades at the stock level, I nd that stocks heavily purchased by informed hedge funds earn a signicant alpha. The results indicate that the ITM performs better than some previously documented measures and is robust to two dierent versions of the measure. The second essay exploits the expiring nature of hedge fund lockups to create a new, within-fund proxy of funding liquidity risk. When funds have lower funding liquidity risk, risk-adjusted performance improves and exposure to tail risk increases. We use fund xed-eects, a placebo approach, and a regression discontinuity design to establish a link between funding liquidity risk and the ability of funds to capitalize on risky mispricing. The third essay explores hedge fund managers ability to identify and trade on stock mispricing opportunity.
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HEDGE FUND TRADING AND PERFORMANCE (2022)
~EN PB NWISBN: 9780105232025 bzw. 0105232025, vermutlich in Englisch, Park Yin, Taschenbuch, neu.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, Versandkosten nach: USA.
Von Händler/Antiquariat, Revaluation Books.
Park Yin, 2022. Paperback. New. 86 pages. 9.00x6.00x0.18 inches.
Von Händler/Antiquariat, Revaluation Books.
Park Yin, 2022. Paperback. New. 86 pages. 9.00x6.00x0.18 inches.
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Hedge Fund Trading and Performance (2022)
~EN PB NWISBN: 9780105232025 bzw. 0105232025, vermutlich in Englisch, Park Yin, Taschenbuch, neu.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, zzgl. Versandkosten, Versandgebiet: EUR.
Von Händler/Antiquariat, Revaluation Books, DEVON, Exeter, [RE:4].
86 pages. 9.00x6.00x0.18 inches. Softcover.
Von Händler/Antiquariat, Revaluation Books, DEVON, Exeter, [RE:4].
86 pages. 9.00x6.00x0.18 inches. Softcover.
5
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HEDGE FUND TRADING AND PERFORMANCE (2022)
~EN PB USISBN: 9780105232025 bzw. 0105232025, vermutlich in Englisch, Park Yin, Taschenbuch, gebraucht, guter Zustand.
Von Händler/Antiquariat, GreatBookPricesUK [72536976], Castle Donington, DERBY, United Kingdom.
Unread book in perfect condition. Books.
Unread book in perfect condition. Books.
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